+1,129.0%
ABBV vs WTW
+339.8%
+789.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.6% | +4.4% | +2.0% |
| 7D | -4.1% | -7.1% | +3.0% | -1.9% |
| 30D | +1.2% | -8.5% | +9.7% | +3.9% |
| 3M | +12.1% | +20.6% | -8.5% | +5.3% |
| 6M | +12.0% | +7.2% | +4.8% | +8.6% |
| YTD | +12.4% | -3.9% | +16.3% | +12.1% |
| 1Y | +22.9% | -3.6% | +26.5% | +22.3% |
| 3Y | +86.8% | +60.7% | +26.1% | +54.3% |
| 5Y | +181.0% | +42.2% | +138.9% | +138.1% |
| 10Y | +497.0% | +195.5% | +301.5% | +257.9% |
| All | +1,129.0% | +339.8% | +789.2% | +574.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded WTW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling